+4.7%
IYR vs FROG
+74.0%
-69.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.8% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -2.7% | +1.3% | -4.0% | -2.7% |
| 3M | -2.1% | +11.1% | -13.2% | -2.1% |
| 6M | +3.6% | +108.3% | -104.7% | +3.1% |
| YTD | +8.1% | +39.6% | -31.4% | +8.2% |
| 1Y | +4.7% | +74.7% | -70.0% | +2.9% |
| All | +4.7% | +74.0% | -69.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling